The one thing I like about Samsung's Exchange client is the ability to view shared folders on my companies network w/o VPN. (Menu button -> Documents) For example, entering "\\myworkstation\share" and I see all the files on that drive, even outside the company's WiFi network.
Is stock Android's client that much better? It seemed pretty much the same to me. Maybe the font's are smaller, that's all I noticed.
The client on my Droid X would remove the notification icon from the phone and stop the LED flash if I read mail on my PC - something stock JB (CM10) and TouchWiz don't do.